+61.5%
SGI vs ALLY
+1.6%
+59.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +8.5% | +3.7% | +4.9% | +6.7% |
| 30D | +0.7% | -2.3% | +2.9% | +1.9% |
| 3M | +0.6% | +3.8% | -3.2% | -1.2% |
| 6M | -17.9% | +9.7% | -27.7% | -21.2% |
| YTD | -21.2% | -1.4% | -19.8% | -20.6% |
| 1Y | -18.9% | +8.2% | -27.1% | -22.3% |
| 3Y | +52.6% | +66.5% | -13.8% | +13.5% |
| All | +61.5% | +1.6% | +59.9% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling